High performance linear algebra using interval arithmetic

Hong Diep Nguyen (1) , Nathalie Revol (1)

1 ARENAIRE - Computer arithmetic

In this paper, we describe implementations of interval matrix multiplication and verified solution to a linear system, using entirely BLAS routines, which are fully optimized and parallelized.

Mots clés: efficient implementation; linear algebra; interval arithmetic; interval matrix multiplication; certified solution of a linear system

Domaines: Arithmétique des ordinateurs

Hong Diep Nguyen, Nathalie Revol. High performance linear algebra using interval arithmetic. PASCO'10 4th International Workshop in Parallel and Symbolic Computation, Moreno Maza, Marc and Roch, Jean-Louis, Jul 2010, Grenoble, France. ⟨10.1145/1837210.1837236⟩. ⟨inria-00544800⟩